+45.6%
PRU vs HIG
+122.5%
-77.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -0.7% |
| 7D | +1.9% | -1.1% | +3.0% | +2.8% |
| 30D | -0.4% | -4.9% | +4.5% | +3.4% |
| 3M | +16.4% | +6.8% | +9.6% | +10.2% |
| 6M | +26.0% | -1.7% | +27.7% | +26.7% |
| YTD | +9.9% | -0.2% | +10.1% | +8.9% |
| 1Y | +18.8% | +5.7% | +13.1% | +12.1% |
| 3Y | +45.3% | +100.3% | -54.9% | -21.2% |
| 5Y | +45.6% | +118.5% | -72.9% | -29.1% |
| All | +45.6% | +122.5% | -77.0% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling